相关论文: Scaling in Non-stationary time series I

In this article, motivated by biosurveillance and censoring sensor networks, we investigate the problem of distributed monitoring large-scale data streams where an undesired event may occur at some unknown time and affect only a few unknown…

The decomposition of a time series is an essential task that helps to understand its very nature. It facilitates the analysis and forecasting of complex time series expressing various hidden components such as the trend, seasonal…

This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

The classical Fourier analysis of a time signal, in the discrete sense, provides the frequency content of signal under the assumption of periodicity. Although the original signal can be exactly recovered using an inverse transform, the time…

The objective of the present paper is to use the well known Ross-Macdonald models as a prototype, incorporating spatial movements, identifying different times scales and proving a singular perturbation result using a system of local and…

Self-affine rough interfaces are ubiquitous in experimental systems, and display characteristic scaling properties as a signature of the nature of disorder in their supporting medium, i.e. of the statistical features of its heterogeneities.…

Modern time series are usually composed of multiple oscillatory components, with time-varying frequency and amplitude contaminated by noise. The signal processing mission is further challenged if each component has an oscillatory pattern,…

Graph-based methods for signal processing have shown promise for the analysis of data exhibiting irregular structure, such as those found in social, transportation, and sensor networks. Yet, though these systems are often dynamic,…

We address the problem of detecting non-stationary effects in time series (in particular fractal time series) by means of the Diffusion Entropy Method (DEM). This means that the experimental sequence under study, of size $N$, is explored…

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

The superfamily phenomenon of time series with different dynamics can be characterized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However, the determinants of superfamily…

The statistical properties of coherent radiation scattered from phase-ordering materials are studied in detail using large-scale computer simulations and analytic arguments. Specifically, we consider a two-dimensional model with a…

Decomposing a complex time series into trend, seasonality, and remainder components is an important primitive that facilitates time series anomaly detection, change point detection, and forecasting. Although numerous batch algorithms are…

Temporal networks have been increasingly used to model a diversity of systems that evolve in time; for example human contact structures over which dynamic processes such as epidemics take place. A fundamental aspect of real-life networks is…

In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we…

The classical stability margin analysis based on the linearized model is widely used in practice even in nonlinear systems. Although linear analysis techniques are relatively standard and have simple implementation structures, they are…